+22.0%
KRE vs URI
+30.2%
-8.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | +0.3% | -6.0% | +6.3% | +1.1% |
| 30D | +5.9% | +4.6% | +1.3% | +5.1% |
| 3M | -3.3% | -2.7% | -0.6% | -3.2% |
| 6M | +5.8% | +18.4% | -12.5% | +2.8% |
| YTD | +14.7% | +37.4% | -22.6% | +5.6% |
| 1Y | +22.0% | +30.4% | -8.3% | +15.4% |
| All | +22.0% | +30.2% | -8.2% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling